I know this is an old report. But I would love to see this as well.
It is frustrating to debug deep in your code and having to abort to create a temporary variable to fully understand what is going on.

There are 2 kinds of return values variables "direct return values"(this is what method returns during stepping command) and "the values of embedded methods"(this is mostly possible just in VisualBasic which has return value variable).
We will support only "direct return values" this means when we finish stepping out of current method or when we step over some method(s) we display return value.
Sdb can implement this 2 ways:
1. Add additional variables to local variables&parameters.
2. Via events by sending method & value when method is exited during stepping.
We should probably discuss into more details which approach is better.